-61.1%
FISV vs ETHA
-44.4%
-16.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | -0.3% | +0.8% | -1.2% | -0.4% |
| 30D | -2.1% | +27.9% | -30.0% | -4.6% |
| 3M | -5.7% | +38.3% | -44.1% | -9.2% |
| 6M | -15.3% | +14.0% | -29.3% | -16.4% |
| YTD | -21.1% | -17.4% | -3.7% | -18.8% |
| 1Y | -61.1% | -42.7% | -18.4% | -56.0% |
| All | -61.1% | -44.4% | -16.7% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling